This is a first course in probability and stochastic
processes. It introduces the basic concepts of sample space,
probability, random variable, independence and conditional
probability, along with a variety of common useful distributions.
It begins with the intuitive idea of probability based on the
frequency of occurrence of an event, then presents the formal
mathematical definition of probability, and, eventually arcs back to
the intuitive idea with the so-called Law of Large Numbers which shows
that, indeed, frequency converges to probability in the appropriate
Under resources you find a link to a website called Random which contains a lot of material in probability that can take you as far as you wish. It also offers applets to run simple experiments. You may use it to complement this material.
A broad strokes introduction with examples of the main topics covered in the course is given in the following video.
Here is a more detailed list of the topics covered: